Search results for: maximum likelihood estimation

Authors: Qianhua He, Weili Zhou, Aiwu Chen

Abstract:

A sparse representation speech denoising method based on adapted stopping residue error was presented in this paper. Firstly, the cross-correlation between the clean speech spectrum and the noise spectrum was analyzed, and an estimation method was proposed. In the denoising method, an over-complete dictionary of the clean speech power spectrum was learned with the K-singular value decomposition (K-SVD) algorithm. In the sparse representation stage, the stopping residue error was adaptively achieved according to the estimated cross-correlation and the adjusted noise spectrum, and the orthogonal matching pursuit (OMP) approach was applied to reconstruct the clean speech spectrum from the noisy speech. Finally, the clean speech was re-synthesised via the inverse Fourier transform with the reconstructed speech spectrum and the noisy speech phase. The experiment results show that the proposed method outperforms the conventional methods in terms of subjective and objective measure.

Keywords: Speech denoising, sparse representation, K-singular value decomposition, orthogonal matching pursuit.

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Authors: Rajamani Doraiswami, Lahouari Cheded

Abstract:

Fault diagnosis of Linear Parameter-Varying (LPV) system using an adaptive Kalman filter is proposed. The LPV model is comprised of scheduling parameters, and the emulator parameters. The scheduling parameters are chosen such that they are capable of tracking variations in the system model as a result of changes in the operating regimes. The emulator parameters, on the other hand, simulate variations in the subsystems during the identification phase and have negligible effect during the operational phase. The nominal model and the influence vectors, which are the gradient of the feature vector respect to the emulator parameters, are identified off-line from a number of emulator parameter perturbed experiments. A Kalman filter is designed using the identified nominal model. As the system varies, the Kalman filter model is adapted using the scheduling variables. The residual is employed for fault diagnosis. The proposed scheme is successfully evaluated on simulated system as well as on a physical process control system.

Keywords: Keywords—Identification, linear parameter-varying systems, least-squares estimation, fault diagnosis, Kalman filter, emulators

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Authors: M. Hossain, A. H. Khan, M. A. R. Sarkar

Abstract:

Primary containment structure is one of the five safety layers of a nuclear facility which is needed to be designed in such a manner that it can withstand the pressure and excessive radioactivity during accidental situations. It is also necessary to ensure minimization of cost with maximum possible safety in order to make the design economically feasible and attractive. This paper attempts to identify the optimum design conditions for primary containment structure considering both mechanical and radiation safety keeping the economic aspects in mind. This work takes advantage of commercial simulation software to identify the suitable conditions without the requirement of costly experiments. Generated data may be helpful for further studies.

Keywords: PWR, concrete containment, finite element approach, neutron attenuation, Von Mises Stress.

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Authors: Long Van Hoang, Mitsuyasu Yabe

Abstract:

Environmental factors affect agriculture production productivity and efficiency resulted in changing of profit efficiency. This paper attempts to estimate the impacts of environmental factors to profitability of rice farmers in the Red River Delta of Vietnam. The dataset was extracted from 349 rice farmers using personal interviews. Both OLS and MLE trans-log profit functions were used in this study. Five production inputs and four environmental factors were included in these functions. The estimation of the stochastic profit frontier with a two-stage approach was used to measure profitability. The results showed that the profit efficiency was about 75% on the average and environmental factors change profit efficiency significantly beside farm specific characteristics. Plant disease, soil fertility, irrigation apply and water pollution were the four environmental factors cause profit loss in rice production. The result indicated that farmers should reduce household size, farm plots, apply row seeding technique and improve environmental factors to obtain high profit efficiency with special consideration is given for irrigation water quality improvement.

Keywords: Profit efficiency; Profit function; Environmental factors; OLS and MLE estimations; Rice Production; Vietnam

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Authors: A. K. Al-Othman, F. S. Al-Fares, K. M. EL-Nagger

Abstract:

This paper presents a new optimization technique based on quantum computing principles to solve a security constrained power system economic dispatch problem (SCED). The proposed technique is a population-based algorithm, which uses some quantum computing elements in coding and evolving groups of potential solutions to reach the optimum following a partially directed random approach. The SCED problem is formulated as a constrained optimization problem in a way that insures a secure-economic system operation. Real Coded Quantum-Inspired Evolution Algorithm (RQIEA) is then applied to solve the constrained optimization formulation. Simulation results of the proposed approach are compared with those reported in literature. The outcome is very encouraging and proves that RQIEA is very applicable for solving security constrained power system economic dispatch problem (SCED).

Keywords: State Estimation, Fuzzy Linear Regression, FuzzyLinear State Estimator (FLSE) and Measurements Uncertainty.

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Authors: Yu. I. Pigolkin, M. A. Garcia Corro

Abstract:

Age determination of unknown dead bodies in forensic personal identification is a complicated process which involves the application of numerous methods and techniques. Skeletal remains are less exposed to influences of environmental factors. In order to enhance the accuracy of forensic age estimation additional properties of bones correlating with age are required to be revealed. Material and Methods: Dimensional examination of the sella turcica was carried out on cadavers with the cranium opened by a circular vibrating saw. The sample consisted of a total of 90 Russian subjects, ranging in age from two months and 87 years. Results: The tendency of dimensional variations throughout life was detected. There were no observed gender differences in the morphometry of the sella turcica. The shared use of the sella turcica depth and length values revealed the possibility to categorize an examined sample in a certain age period. Conclusions: Based on the results of existing methods of age determination, the morphometry of the sella turcica can be an additional characteristic, amplifying the received values, and accordingly, increasing the accuracy of forensic biological age diagnosis.

Keywords: Age–related changes in bone structures, forensic personal identification, Sella turcica morphometry, body identification.

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Authors: M. K. Pradhan, C. K. Biswas

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In this research, Response Surface Methodology (RSM) is used to investigate the effect of four controllable input variables namely: discharge current, pulse duration, pulse off time and applied voltage Surface Roughness (SR) of on Electrical Discharge Machined surface. To study the proposed second-order polynomial model for SR, a Central Composite Design (CCD) is used to estimation the model coefficients of the four input factors, which are alleged to influence the SR in Electrical Discharge Machining (EDM) process. Experiments were conducted on AISI D2 tool steel with copper electrode. The response is modeled using RSM on experimental data. The significant coefficients are obtained by performing Analysis of Variance (ANOVA) at 5% level of significance. It is found that discharge current, pulse duration, and pulse off time and few of their interactions have significant effect on the SR. The model sufficiency is very satisfactory as the Coefficient of Determination (R2) is found to be 91.7% and adjusted R2-statistic (R2 adj ) 89.6%.

Keywords: Electrical discharge machining, surface roughness, response surface methodology, ANOVA, central composite design.

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Authors: Mohamed S. El-Mahallawy, Attalah Hashad, Hazem Hassan Ali, Heba Sami Zaky

Abstract:

This paper presents an evaluation for a wavelet-based digital watermarking technique used in estimating the quality of video sequences transmitted over Additive White Gaussian Noise (AWGN) channel in terms of a classical objective metric, such as Peak Signal-to-Noise Ratio (PSNR) without the need of the original video. In this method, a watermark is embedded into the Discrete Wavelet Transform (DWT) domain of the original video frames using a quantization method. The degradation of the extracted watermark can be used to estimate the video quality in terms of PSNR with good accuracy. We calculated PSNR for video frames contaminated with AWGN and compared the values with those estimated using the Watermarking-DWT based approach. It is found that the calculated and estimated quality measures of the video frames are highly correlated, suggesting that this method can provide a good quality measure for video frames transmitted over AWGN channel without the need of the original video.

Keywords: AWGN, DWT, PSNR, Watermarking, VideoQuality.

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Authors: I. Grigoratos, R. Monteiro

Abstract:

Regions with a significant percentage of non-seismically designed buildings and reduced urban planning are particularly vulnerable to natural hazards. In this context, the project ‘Improved Tools for Disaster Risk Mitigation in Algeria’ (ITERATE) aims at seismic risk mitigation in Algeria. Past earthquakes in North Algeria caused extensive damages, e.g. the El Asnam 1980 moment magnitude (Mw) 7.1 and Boumerdes 2003 Mw 6.8 earthquakes. This paper will address a number of proposed developments and considerations made towards a further improvement of the component of seismic hazard. In specific, an updated earthquake catalog (until year 2018) is compiled, and new conversion equations to moment magnitude are introduced. Furthermore, a network-based method for the estimation of the spatial and temporal distribution of the minimum magnitude of completeness is applied. We found relatively large values for M_c, due to the sparse network, and a nonlinear trend between M_w and body wave (m_b) or local magnitude (M_L), which are the most common scales reported in the region. Lastly, the resulting b-value of the Gutenberg-Richter distribution is sensitive to the declustering method.

Keywords: Conversion equation, magnitude of completeness, seismic events, seismic hazard.

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Authors: Supitcha Rinprasertmeechai, Sumaeth Chavadej, Pramoch Rangsunvigit, Santi Kulprathipanja

Abstract:

This study was to investigate the performance of hybrid solvents blended between primary, secondary, or tertiary amines and piperazine (PZ) for CO2 removal from flue gas in terms of CO2 absorption capacity and regeneration efficiency at 90 oC. Alkanolamines used in this work were monoethanolamine (MEA), diethanolamine (DEA), and triethanolamine (TEA). The CO2 absorption was experimentally examined under atmospheric pressure and room temperature. The results show that MEA blend with PZ provided the maximum CO2 absorption capacity of 0.50 mol CO2/mol amine while TEA provided the minimum CO2 absorption capacity of 0.30 mol CO2/mol amine. TEA was easier to regenerate for both first cycle and second cycle with less loss of absorption capacity. The regeneration efficiency of TEA was 95.09 and 92.89 %, for the first and second generation cycles, respectively.

Keywords: CO2 absorption capacity, regeneration efficiency, CO2 removal, flue gas

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Authors: Victor I. Ilgisonis, Ludmila V. Konovaltseva, Vladimir P. Lakhin, Ekaterina A. Sorokina

Abstract:

The analytical solutions for geodesic acoustic eigenmodes in tokamak plasmas with circular concentric magnetic surfaces are found. In the frame of ideal magnetohydrodynamics the dispersion relation taking into account the toroidal coupling between electrostatic perturbations and electromagnetic perturbations with poloidal mode number |m| = 2 is derived. In the absence of such a coupling the dispersion relation gives the standard continuous spectrum of geodesic acoustic modes. The analysis of the existence of global eigenmodes for plasma equilibria with both off-axis and on-axis maximum of the local geodesic acoustic frequency is performed.

Keywords: Tokamak, MHD, geodesic acoustic mode, eigenmode.

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Authors: S. Ritddech, P. Aroonjarattham, K. Aroonjarattham

Abstract:

The pullout strength had an effect on the stability of plate screw fixation when inserted in the cervical spine. Nine different titanium alloy bone screws were used to test the pullout strength through finite element analysis. The result showed that the Moss Miami I can bear the highest pullout force at 1,075 N, which causes the maximum von Mises stress at 858.87 MPa, a value over the yield strength of titanium. The bone screw should have large outer diameter, core diameter and proximal root radius to increase the pullout strength.

Keywords: Pullout strength, Screw parameter, Cervical spine, Finite element analysis.

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Authors: Woo Young Jung, Min Ho Kwon, Bu Seog Ju

Abstract:

The primary objective of this research is to improve the flexural capacity of FRP strengthened RC Beam structures with Aluminum and Titanium laminates. FRP rupture of flexural strengthened RC beams using FRP plates generally occurs at the interface between FRP plate and the beam. Therefore, in order to prevent brittle rupture and improve the ductility of the system, this research was performed by using Aluminum and Titanium materials between the two different structural systems. The research also aims to provide various strengthening/retrofitting methods for RC beam structures and to conduct a preliminary analysis of the demands on the structural systems. This was achieved by estimation using the experimental data from this research to identify a flexural capacity for the systems. Ultimately, the preliminary analysis of current study showed that the flexural capacity and system demand ductility was significantly improved by the systems inserted with Aluminum and Titanium anchor plates. Further verification of the experimental research is currently on its way to develop a new or reliable design guideline to retrofit/strengthen the concrete-FRP structural system can be evaluated.

Keywords: Reinforced Concrete, FRP Laminate, Flexural Capacity, Ductility.

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Authors: Max Ti-Kuang Hou, Hui-Mei Shen, Chiang-Ni Lu, I-Jen Hsu

Abstract:

We present design, fabrication, and characterization of a small (12 mm × 12 mm × 8 mm) movable railway vehicle for sensor carrying. The miniature railway vehicle (MRV) was mainly composed of a vibrational structure and three legs. A railway was designed and fabricated to power and guide the MRV. It also transmits the sensed data from the MRV to the signal processing unit. The MRV with legs on the railway was moving due to its high-frequency vibration. A model was derived to describe the motion. Besides, FEM simulations were performed to design the legs. Then, the MRV and the railway were fabricated by precision machining. Finally, an infrared sensor was carried and tested. The result shows that the MRV without loading was moving along the railway and its maximum speed was 12.2 mm/s. Moreover, the testing signal was sensed by the MRV.

Keywords: Locomotion, Micro-Robot, Miniature Railway Vehicle, Stick-Slip.

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Authors: Masoud Sadeghian, Alireza Fatehi

Abstract:

In this paper, we use nonlinear system identification method to predict and detect process fault of a cement rotary kiln. After selecting proper inputs and output, an input-output model is identified for the plant. To identify the various operation points in the kiln, Locally Linear Neuro-Fuzzy (LLNF) model is used. This model is trained by LOLIMOT algorithm which is an incremental treestructure algorithm. Then, by using this method, we obtained 3 distinct models for the normal and faulty situations in the kiln. One of the models is for normal condition of the kiln with 15 minutes prediction horizon. The other two models are for the two faulty situations in the kiln with 7 minutes prediction horizon are presented. At the end, we detect these faults in validation data. The data collected from White Saveh Cement Company is used for in this study.

Keywords: Cement Rotary Kiln, Fault Detection, Delay Estimation Method, Locally Linear Neuro Fuzzy Model, LOLIMOT.

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Authors: Hui Chen, Xiao Feng

Abstract:

Depressurization and pressurization streams in industrial systems constitute a work exchange network (WEN). In this paper, a novel graphical approach for targeting energy conservation potential of a WEN is proposed. Through constructing the composite work curves in the pressure-work diagram and assuming all of the mechanical energy of the depressurization streams is recovered by expanders, the maximum work target of a WEN can be determined via the proposed targeting steps. A WEN in an ammonia production process is used as a case study to illustrate the applicability of the proposed graphical approach.

Keywords: Expanders, Graphical approach, Pressure-work diagram, Work exchange network, Work target

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Authors: Parisa Shooshtari, Gelareh Mohamadi, Behnam Molaee Ardekani, Mohammad Bagher Shamsollahi

Abstract:

EEG signal is one of the oldest measures of brain activity that has been used vastly for clinical diagnoses and biomedical researches. However, EEG signals are highly contaminated with various artifacts, both from the subject and from equipment interferences. Among these various kinds of artifacts, ocular noise is the most important one. Since many applications such as BCI require online and real-time processing of EEG signal, it is ideal if the removal of artifacts is performed in an online fashion. Recently, some methods for online ocular artifact removing have been proposed. One of these methods is ARMAX modeling of EEG signal. This method assumes that the recorded EEG signal is a combination of EOG artifacts and the background EEG. Then the background EEG is estimated via estimation of ARMAX parameters. The other recently proposed method is based on adaptive filtering. This method uses EOG signal as the reference input and subtracts EOG artifacts from recorded EEG signals. In this paper we investigate the efficiency of each method for removing of EOG artifacts. A comparison is made between these two methods. Our undertaken conclusion from this comparison is that adaptive filtering method has better results compared with the results achieved by ARMAX modeling.

Keywords: Ocular Artifacts, EEG, Adaptive Filtering, ARMAX

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Authors: Atul K. Desai

Abstract:

To increase the maximum span of cable-stayed bridges, Uwe Starossek has developed a modified statical system. The basic idea of this new concept is the use of pairs of inclined pylon legs that spread out longitudinally from the foundation base or from the girder level. Spread-pylon cable-stayed bridge has distinct advantage like reduction of sag of cables and oscillation of cable during earthquake over traditional cable-stayed bridges. Spread-pylon also improves seismic performance of deck during strong ground motion.

Keywords: Different geometry of cable stayed bridge, seismic time history analysis, earthquake displacement ratio, response mode shape.

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Authors: Kazeem A. Osuolale, Waheed B. Yahya, Babatunde L. Adeleke

Abstract:

Latin hypercube designs (LHDs) have been applied in many computer experiments among the space-filling designs found in the literature. A LHD can be randomly generated but a randomly chosen LHD may have bad properties and thus act poorly in estimation and prediction. There is a connection between Latin squares and orthogonal arrays (OAs). A Latin square of order s involves an arrangement of s symbols in s rows and s columns, such that every symbol occurs once in each row and once in each column and this exists for every non-negative integer s. In this paper, a computer program was written to construct orthogonal array-based Latin hypercube designs (OA-LHDs). Orthogonal arrays (OAs) were constructed from Latin square of order s and the OAs constructed were afterward used to construct the desired Latin hypercube designs for three input variables for use in computer experiments. The LHDs constructed have better space-filling properties and they can be used in computer experiments that involve only three input factors. MATLAB 2012a computer package (www.mathworks.com/) was used for the development of the program that constructs the designs.

Keywords: Computer Experiments, Latin Squares, Latin Hypercube Designs, Orthogonal Array, Space-filling Designs.

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Authors: M. Khouil, N. Saber, M. Mestari

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In this paper, a different architecture of a collision detection neural network (DCNN) is developed. This network, which has been particularly reviewed, has enabled us to solve with a new approach the problem of collision detection between two convex polyhedra in a fixed time (O (1) time). We used two types of neurons, linear and threshold logic, which simplified the actual implementation of all the networks proposed. The study of the collision detection is divided into two sections, the collision between a point and a polyhedron and then the collision between two convex polyhedra. The aim of this research is to determine through the AMAXNET network a mini maximum point in a fixed time, which allows us to detect the presence of a potential collision.

Keywords: Collision identification, fixed time, convex polyhedra, neural network, AMAXNET.

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Authors: F. D. Konstandakopoulou, G. A. Papagiannopoulos, N. G. Pnevmatikos, G. D. Hatzigeorgiou

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This paper examines the effects of pile-soil-structure interaction on the dynamic response of offshore platforms under the action of near-fault earthquakes. Two offshore platforms models are investigated, one with completely fixed supports and one with piles which are clamped into deformable layered soil. The soil deformability for the second model is simulated using non-linear springs. These platform models are subjected to near-fault seismic ground motions. The role of fault mechanism on platforms’ response is additionally investigated, while the study also examines the effects of different angles of incidence of seismic records on the maximum response of each platform.

Keywords: Hazard analysis, offshore platforms, earthquakes, safety.

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Authors: Nelson K. Lujara

Abstract:

The paper presents a practical three-phase PWM inverter suitable for low voltage, low rating energy efficient systems. The work in the paper is conducted with the view to establishing the significance of the loss contribution from the PWM inverter in the determination of the complete losses of a photovoltaic (PV) arraypowered induction motor drive water pumping system. Losses investigated include; conduction and switching loss of the devices and gate drive losses. It is found that the PWM inverter operates at a reasonable variable efficiency that does not fall below 92% depending on the load. The results between the simulated and experimental results for the system with or without a maximum power tracker (MPT) compares very well, within an acceptable range of 2% margin.

Keywords: Energy, Inverter, Losses, Photovoltaic.

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Authors: G. Partheepan, D.K. Sehgal, R.K. Pandey

Abstract:

This paper presents a method for determining the uniaxial tensile properties such as Young-s modulus, yield strength and the flow behaviour of a material in a virtually non-destructive manner. To achieve this, a new dumb-bell shaped miniature specimen has been designed. This helps in avoiding the removal of large size material samples from the in-service component for the evaluation of current material properties. The proposed miniature specimen has an advantage in finite element modelling with respect to computational time and memory space. Test fixtures have been developed to enable the tension tests on the miniature specimen in a testing machine. The studies have been conducted in a chromium (H11) steel and an aluminum alloy (AR66). The output from the miniature test viz. load-elongation diagram is obtained and the finite element simulation of the test is carried out using a 2D plane stress analysis. The results are compared with the experimental results. It is observed that the results from the finite element simulation corroborate well with the miniature test results. The approach seems to have potential to predict the mechanical properties of the materials, which could be used in remaining life estimation of the various in-service structures.

Keywords: ABAQUS, finite element, miniature test, tensileproperties

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Authors: S. N. Vijayan, S. Sendhil Kumar

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Recent years have an upward trend in the research of renewable energy sector, due to the low availability of resources and huge consumption of conventional energies. Considerable renewable energy can be achieved from the available solar power with the utilization of collecting systems. Parabolic trough concentrating collector systems are mostly used to utilize maximum availability of solar power. This paper reviews the contributing factors for the overall performance of parabolic trough collectors. Its performance depends on the operating parameters such as the type of receiver and the collector material, medium of heat transfer, type of application and various climatic conditions.

Keywords: Solar radiation, parabolic trough collector, thermal analysis, efficiency.

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Authors: Rawan A. Abdelrazeq, Ahmed M. Khalafallah, Nabil A. Kartam

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Selection of competent contractors for construction projects is usually accomplished through competitive bidding or negotiated contracting in which the contract bid price is the basic criterion for selection. The evaluation of contractor’s safety performance is still not a typical criterion in the selection process, despite the existence of various safety prequalification procedures. There is a critical need for practical and automated systems that enable owners and decision makers to evaluate contractor safety performance, among other important contractor selection criteria. These systems should ultimately favor safety-conscious contractors to be selected by the virtue of their past good safety records and current safety programs. This paper presents an exploratory sequential mixed-methods approach to develop a framework for an automated decision support system that evaluates contractor safety performance based on a multitude of indicators and metrics that have been identified through a comprehensive review of construction safety research, and a survey distributed to domain experts. The framework is developed in three phases: (1) determining the indicators that depict contractor current and past safety performance; (2) soliciting input from construction safety experts regarding the identified indicators, their metrics, and relative significance; and (3) designing a decision support system using relational database models to integrate the identified indicators and metrics into a system that assesses and rates the safety performance of contractors. The proposed automated system is expected to hold several advantages including: (1) reducing the likelihood of selecting contractors with poor safety records; (2) enhancing the odds of completing the project safely; and (3) encouraging contractors to exert more efforts to improve their safety performance and practices in order to increase their bid winning opportunities which can lead to significant safety improvements in the construction industry. This should prove useful to decision makers and researchers, alike, and should help improve the safety record of the construction industry.

Keywords: Construction safety, contractor selection, decision support system, relational database.

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Authors: Abdulrahim Shamayleh

Abstract:

In this work, the surgical theater of a local hospital in KSA was analyzed using simulation. The focus was on attempting to answer questions related to how many Operating Rooms (ORs) to open and to analyze the performance of the surgical theater in general and mainly the Post Anesthesia Care Unit (PACU) to assist making decisions regarding PACU staffing. The surgical theater consists of ten operating rooms and the PACU unit which has a maximum capacity of fifteen beds. Different sequencing rules to sequence the surgical cases were tested and the Longest Case First (LCF) were superior to others. The results of the different alternatives developed and tested can be used by the manager as a tool to plan and manage the OR and PACU

Keywords: Operating room, post anesthesia care unit, PACUstaffing, sequencing, healthcare

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Authors: Yang Fu, Jaime Rodrigo Navarro, Jose F. Monserrat, Faiza Bouchmal, Oscar Carrasco Quilis

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Cellular Vehicle to Everything (C-V2X) is considered a promising solution for future autonomous driving. From Release 16 to Release 17, the Third Generation Partnership Project (3GPP) has introduced the definitions and services for 5G New Radio (NR) V2X. Since establishing a simulator for C-V2X communications is an essential preliminary step to achieve reliable and stable communication links, this paper proposes a complete framework of a link-level simulator based on the 3GPP specifications for the Physical Sidelink Share Channel (PSSCH) of the 5G NR Physical Layer (PHY). In this framework, several algorithms in the receiver part, i.e., sliding window in channel estimation and Minimum Mean Square Error (MMSE)-based equalization, are developed. Finally, the performance of the developed PSSCH receiver is validated through extensive simulations under different assumptions.

Keywords: Yang Fu, Jaime Rodrigo Navarro, Jose F. Monserrat, Faiza Bouchmal, Oscar Carrasco Quilis

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Authors: Maohai Li, Bingrong Hong, Zesu Cai, Ronghua Luo

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This paper presents the novel Rao-Blackwellised particle filter (RBPF) for mobile robot simultaneous localization and mapping (SLAM) using monocular vision. The particle filter is combined with unscented Kalman filter (UKF) to extending the path posterior by sampling new poses that integrate the current observation which drastically reduces the uncertainty about the robot pose. The landmark position estimation and update is also implemented through UKF. Furthermore, the number of resampling steps is determined adaptively, which seriously reduces the particle depletion problem, and introducing the evolution strategies (ES) for avoiding particle impoverishment. The 3D natural point landmarks are structured with matching Scale Invariant Feature Transform (SIFT) feature pairs. The matching for multi-dimension SIFT features is implemented with a KD-Tree in the time cost of O(log2 N). Experiment results on real robot in our indoor environment show the advantages of our methods over previous approaches.

Keywords: Mobile robot, simultaneous localization and mapping, Rao-Blackwellised particle filter, evolution strategies, scale invariant feature transform.

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Authors: Edikan E. Akpanibah, Ogunmodimu Dupe Catherine

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The relevance of geometric Brownian motion (GBM) in modelling the behaviour of stock market prices (SMP) cannot be over emphasized taking into consideration the volatility of the SMP. Consequently, there is need to investigate how GBM models are being estimated and used in financial market to predict SMP. To achieve this, the GBM estimation and its application to the SMP of some selected companies are studied. The normal and log-normal distributions were used to determine the expected value, variance and co-variance. Furthermore, the GBM model was used to predict the SMP of some selected companies over a period of time and the mean absolute percentage error (MAPE) were calculated and used to determine the accuracy of the GBM model in predicting the SMP of the four companies under consideration. It was observed that for all the four companies, their MAPE values were within the region of acceptance. Also, the MAPE values of our data were compared to an existing literature to test the accuracy of our prediction with respect to time of investment. Finally, some numerical simulations of the graphs of the SMP, expectations and variance of the four companies over a period of time were presented using MATLAB programming software.

Keywords: Stock Market, Geometric Brownian Motion, normal and log-normal distribution, mean absolute percentage error.

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Authors: Hamdon A. Abdelrhman

Abstract:

The purpose of the analysis is estimation of viability and profitability of kenaf plant farming in Kelantan State. The monetary information was gathered through interviewing kenaf growers as well group discussion. In addition, the production statistics were collected from Kenaf factory administrative group. The monetary data were analyzed using the Precision financial Calculator. For kenaf production per hectare three scenarios of productivity were adopted, they were 15, 12 and ten; the research results exposed that, when kenaf productivity was 15 ton and the agronomist received financial supports from kenaf administration, the margin profit reached up to 37% which is almost dual profitability that is expected without government support. The financial analysis explains that, the adopted scenarios of the productivity are feasible when Benefit Cost Ratio (BCR) was used as financial indicator. Nonetheless, the kenaf productivity of 15 ton is the superlative viable among the others and payback period is 5 years which equals to middle period time to return the invested amount back. The study concluded that for the farmer to increase the productivity of kenaf per hectare the well farming practices as well as continuously farmers financial support are highly needed.

Keywords: Margin profit, farming practices, financial analysis, kenaf cultivation.

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